Probabilistic and statistical tools for modeling time series. Paper from the 30th Brazilian mathematics colloquium -- 30^ o Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 26--31, 2015

MaRDI QIDQ5500583zbMATH OpenFDO

Authors Paul Doukhan

Publication date 7 August 2015

Full work available at URL http://impa.br/wp-content/uploads/2017/04/30CBM_12.pdf

zbMATH Keywords

modellingprobabilistic toolsstatistical toolstime series

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stationary stochastic processes (60G10) Gaussian processes (60G15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Parametric inference (62Fxx) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Stationary stochastic models. An introduction
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• Time Series

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